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A branch of mathematics/statistics used to determine the information carrying capacity of a channel, whether one that is used for communication or one that is defined in an abstract sense. Entropy is one of the measures by which information theorists can quantify the uncertainty involved in predicting a random variable.

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How can I use KL-divergence to weight features?

Mutual Information is one approach, but an alternative is Variation of Information. As a quick start, you might want to track down the paper by Meila. Also, Vinh and Bailey provide a broader perspecti …
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